Analysis run in : 2024-04-07 08:50
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -100,959 | 73,025 | 2.136562 | 0.574769 |
| 1 | equities | 1170E1 | VIX FUTURES | -50,331 | -6,429 | -0.913057 | -0.758398 |
| 2 | equities | 239742 | RUSSELL E-MINI | -22,452 | -1,037 | -0.740060 | 0.318862 |
| 3 | equities | 12460+ | DJIA Consolidated | 16,753 | -3,267 | -1.080750 | 0.676804 |
| 4 | equities | 209742 | NASDAQ MINI | -2,786 | 1,903 | -1.459876 | -1.371236 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -2,506 | 86 | 0.895210 | 0.223449 |
| 6 | rates | 043602 | UST 10Y NOTE | -611,345 | -58,689 | 0.702445 | 0.783511 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,293,599 | -141,148 | -0.724916 | -0.028796 |
| 8 | rates | 042601 | UST 2Y NOTE | -944,081 | -24,292 | 1.056998 | 1.619206 |
| 9 | rates | 020601 | UST BOND | -57,125 | -31,790 | 0.595465 | 1.074405 |
| 10 | rates | 045601 | FED FUNDS | -73,215 | 106,714 | 1.514954 | 1.433990 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | -1,915 | -1,264 | -1.893754 | -1.229678 |
| 13 | currencies | 097741 | JAPANESE YEN | -144,432 | -14,512 | -1.498197 | -1.807481 |
| 14 | currencies | 099741 | EURO FX | 15,440 | -13,431 | -1.786277 | -2.107992 |
| 15 | currencies | 096742 | BRITISH POUND | 37,356 | 5,174 | -0.081483 | 0.738643 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -103,389 | 2,336 | -1.201299 | -1.664004 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -53,906 | -1,030 | -1.869438 | -0.731844 |
| 18 | currencies | 095741 | MEXICAN PESO | 133,660 | 1,744 | 1.778834 | 1.912535 |
| 19 | currencies | 112741 | NZ DOLLAR | -7,528 | -1,504 | -1.647551 | -0.290611 |
| 20 | currencies | 092741 | SWISS FRANC | -23,062 | -435 | -1.500076 | -1.469368 |
| 21 | commodities | 133741 | BITCOIN | 21 | 1,190 | 2.606678 | 1.535978 |
| 22 | commodities | 06765T | BRENT LAST DAY | -23,887 | 9,194 | -0.777177 | 0.084423 |
| 23 | commodities | 088691 | GOLD | 236,574 | 18,208 | 1.438603 | 1.380882 |
| 24 | commodities | 085692 | COPPER- #1 | 21,167 | -2,440 | 1.236911 | 1.697222 |
| 25 | commodities | 023651 | NAT GAS NYME | -119,788 | -1,308 | -0.347590 | -0.684000 |
| 26 | commodities | 111659 | GASOLINE RBOB | 83,766 | 7,998 | 2.010341 | 1.563577 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 11,808 | 1,357 | -1.160750 | -1.654973 |
| 28 | commodities | 084691 | SILVER | 52,152 | 4,226 | 1.630627 | 2.133166 |
| 29 | commodities | 076651 | PLATINUM | 10,456 | 1,873 | 0.079700 | 0.217703 |
| 30 | commodities | 002602 | CORN | -205,314 | -10,719 | 0.581425 | -0.490276 |
| 31 | commodities | 005602 | SOYBEANS | -148,147 | -7,103 | -0.305667 | -1.006099 |
| 32 | commodities | 001602 | WHEAT-SRW | -63,505 | 1,522 | -1.557639 | -0.235033 |
| 33 | commodities | 001612 | WHEAT-HRW | -36,422 | 56 | -1.665588 | -1.533484 |
| 34 | commodities | 057642 | LIVE CATTLE | 83,919 | -6,344 | 0.742396 | 0.662192 |
| 35 | commodities | 054642 | LEAN HOGS | 93,324 | 13,428 | 1.285665 | 1.939248 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 103,899 | 18,616 | 2.024411 | -0.118201 |
| 37 | commodities | 033661 | COTTON NO. 2 | 92,737 | 883 | 0.666790 | 1.235012 |
| 38 | commodities | 083731 | COFFEE C | 65,363 | 11,949 | 2.520222 | 1.226281 |
| 39 | commodities | 073732 | COCOA | 24,398 | -2,268 | -1.334319 | -1.970750 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 1,617 | 125 | 0.489991 | -0.457701 |
Plotting plotly¶
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